+99.2%
DE vs D
+4.0%
+95.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | +11.1% | -2.1% | +13.2% | +11.8% |
| 3M | +17.6% | -0.7% | +18.3% | +17.7% |
| 6M | +13.6% | +5.6% | +8.0% | +11.3% |
| YTD | +46.3% | +14.6% | +31.7% | +40.0% |
| 1Y | +44.2% | +15.3% | +28.8% | +37.4% |
| 3Y | +76.6% | +59.1% | +17.5% | +51.2% |
| All | +99.2% | +4.0% | +95.2% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling